I’m fighting back unless they say the line from The Good, the Bad, and the Ugly, in which case I’m going peacefully.
I’d dig slowly and look for the first opportunity to go berserk with the shovel. If one didn’t come, I’d try to create one, or die in the process.
The OP said that I was definitely going to die. Why are we assuming there’s only one gunman? Fuck all’um. They can dig for me.
I forgot about that part in the OP. There was a lot of pressure, what with the gun pointed at me and my imminent death and all.
Anyone consider that if you didn’t dig, they’d just make it harder-like put a bullet in your foot… then your kneecap… and so on? I kinda think that I’d either dig or make one big grandiose gesture of resistance that I’d get shot immediately.
Shovel as bullet proof shield! Yeah, it’s a long shot but what’s to lose?
So what’s your cite for that unqualified “yes”?
If I absolutely, positively knew that I would wind up dead either way, AND that I didn’t have a chance of doing more than trivial harm to any of my captors with the shovel, I’d probably halfheartedly dig for a few minutes just to appreciate my last minutes on earth, then set down the shovel.
The thing is, in real life, you probably wouldn’t know that, unless, say, you’re a spy in WWII Germany and a troop of Nazi soldiers has just caught you.
Assuming you’re in your own country, and the people who are forcing you to dig your own grave are criminals of some sort, then I’d dig, but string it out for as long as I could in the hopes that someone or something came along that got them running.
The Peruvian mass graves, the Cambodian Killing Fields, the Holocaust, the Gukurahundi massacres, the Guinea genocides, the Bosnian War, etc. I could go on if you’d like.
Other than the opportunity of attacking my would-be killer, hell no. Why should i help them conceal a crime? They can dig their own damn hole and leave more forensic evidence behind for the effort.
Of course I’d dig my own grave - if I want the job done right, I have to do it myself! 
I think your chances of harming your captor are pretty good if there’s only one guy. Digging a grave takes hours, so there’s a pretty good chance he’ll let his guard down at some point. Even if he shoots you, as long as he misses your head you’ll at least have a chance to take him with you before you bleed out.
Although I guess it depends on how close he is. In the movies people always stand way too close. You never want to stand near someone when you’re holding them at gunpoint. Of course, the further away he is, the more tempted you might be to run and hope that he’s a bad shot, especially if he only has a pistol.
So you have two guys, and you tell them that if either one digs a grave for the other, they’ll only be slightly wounded and the other guy will die, but if both of them refuse to dig…
Stranger
They’re going to kill both of you anyway so there won’t be a witness.
When faced with a man holding a gun? The odds are in his favour. I would dig with the faint hope that the police will show up or something else would happen to stop my murder. Maybe he’ll change his mind or something. Plus I need more exercise anyway.
This reminds me of the “buried alive” scene in Kill Bill Vol. 2. Our protagonist (“The Bride”) is being carried into a coffin to be buried alive. She struggles, and her murderer tells her “you have two options - being maced in the eyes, or going into that coffin with a flashlight in your hand and you eyes intact. Which one do you choose?” There is always the risk that if you don’t cooperate you might ending dying a slow painful death instead of a quick (relatively) painless death.
To clarify, I meant there’s no chance they’re just doing it as a terror tactic/joke, or that by digging the grave they’ll decide to spare you. Thanks for the responses so far folks.
Oh. please put that shovel in my hand. And where are you standing? Six feet or less from me? Wonderful - I will really enjoy disarming you and causing you great physical damage. 15 feet or more? I run like hell, you probably won’t hit me with shots fired from a handgun. In between? I’ll think of something while I’m slowly digging.
Given the evidence that digging would buy me nothing but a grave, I’d refuse flat out. My refusal is based on my current advanced age and very poor physical condition; I’d be unable to dig more than a shovelful anyway: it’s very difficult to dig while balancing on a walking cane. It’s equally difficult to run or to fight back, so my death is a forgone conclusion—why sweat?
I’d dig to buy time.
Valery in the Sopranos was my first thought, actually. They really gave this guy a shovel and then took their eyes off him? Oh, Paulie and Chris…